A comparison of the extended and unscented Kalman filters for discrete-time systems with nondifferentiable dynamics

被引：0
|
作者：
Chandrasekar, J. [1 ]
Ridley, A. J. [1 ]
Bernstein, D. S. [1 ]
机构：
[1] Univ Michigan, Ann Arbor, MI 48109 USA
来源：
2007 AMERICAN CONTROL CONFERENCE, VOLS 1-13 | 2007年
关键词：
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We compare the performance of the extended Kalman filter, the unscented Kalman filter, and two extensions of the H-infinity filter when applied to discrete-time nonlinear state estimation problems with nondifferentiable dynamics. We compare the performance of all the estimation techniques on simple nonlinear examples and finally consider state estimation of one-dimensional hydrodynamic flow based on a finite volume model that contains nondifferentiable nonlinearities.
引用
收藏
页码：5776 / 5781
页数：6
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